+2,898.2%
LITE vs AWK
+273.8%
+2,624.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.9% | -20.5% | -18.8% |
| 7D | -44.6% | +7.2% | -51.7% | -45.0% |
| 30D | -55.0% | +19.0% | -74.1% | -55.9% |
| 3M | -38.3% | +14.4% | -52.7% | -39.4% |
| 6M | -48.8% | +22.6% | -71.3% | -50.4% |
| YTD | +38.3% | +19.2% | +19.1% | +33.6% |
| 1Y | +119.0% | +19.6% | +99.4% | +110.9% |
| 3Y | +1,092.0% | +26.1% | +1,065.9% | +973.8% |
| 5Y | +446.1% | +0.1% | +446.0% | +429.8% |
| 10Y | +1,381.7% | +163.3% | +1,218.4% | +1,000.2% |
| All | +2,898.2% | +273.8% | +2,624.5% | +1,313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling